The Validation of Risk Models
| Author | : S. Scandizzo |
| Publisher | : Springer |
| Total Pages | : 242 |
| Release | : 2016-07-01 |
| ISBN-10 | : 9781137436962 |
| ISBN-13 | : 1137436964 |
| Rating | : 4/5 (964 Downloads) |
Book Synopsis The Validation of Risk Models by : S. Scandizzo
Download or read book The Validation of Risk Models written by S. Scandizzo and published by Springer. This book was released on 2016-07-01 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a one-stop-shop reference for risk management practitioners involved in the validation of risk models. It is a comprehensive manual about the tools, techniques and processes to be followed, focused on all the models that are relevant in the capital requirements and supervisory review of large international banks.
